Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 77.750258 89.047962 102.504321 120.041617 142.816171 1.721974e+02 214.451255
2024-12-15 62.061891 75.954262 94.490173 122.283038 165.533093 2.360945e+02 377.400039
2024-12-22 50.162943 63.366160 81.999153 112.100808 164.169611 2.634660e+02 523.580746
2024-12-29 45.827688 59.764204 80.603589 117.111656 188.584354 3.559185e+02 1039.669117
2025-01-05 41.282812 54.927311 76.102372 115.274520 199.108515 4.308990e+02 1974.318211
2025-01-12 37.325746 50.353593 71.103760 111.027510 202.443162 4.929221e+02 3938.890700
2025-01-19 33.459351 45.457706 64.825821 102.868189 193.236397 5.046774e+02 6449.279598
2025-01-26 33.419081 46.550864 68.790703 115.942344 245.295690 8.884958e+02 NaN
2025-02-02 33.455523 47.740270 73.107515 131.337884 319.798957 1.971810e+03 NaN
2025-02-09 32.486880 47.094995 73.867979 138.817106 377.308831 4.335363e+03 NaN
2025-02-16 31.147383 45.651350 72.830882 141.468538 419.633163 1.053221e+04 NaN
2025-02-23 30.542624 45.443196 74.240532 151.270999 515.134741 2.945154e+06 NaN
2025-03-02 28.984823 43.607303 72.527164 153.408006 588.462305 NaN NaN
2025-03-09 27.391398 41.611944 70.315769 153.902363 664.972425 NaN NaN
2025-03-16 25.016053 37.940604 63.937707 139.114930 588.344178 NaN NaN
2025-03-23 24.250216 37.248734 64.107320 146.147689 738.712885 NaN NaN
2025-03-30 23.015650 35.538825 61.707971 143.543187 789.693031 NaN NaN
2025-04-06 21.728345 33.627627 58.615053 137.566812 786.956286 NaN NaN
2025-04-13 20.265364 31.285581 54.303827 126.218362 691.970928 NaN NaN
2025-04-20 20.423521 32.128374 57.593203 144.486413 1152.372277 NaN NaN
2025-04-27 20.581107 32.984725 61.103350 166.565745 2317.603097 NaN NaN
2025-05-04 20.236543 32.776937 61.888218 177.510853 3981.597752 NaN NaN
2025-05-11 19.678320 32.074899 61.267781 181.425085 6035.276246 NaN NaN